By default, POP Peeper will use the Windows Internet Settings. If you want to specify the proxy specifically for POP Peeper, then change the proxy settings by selecting the "Connection" tab under the "Options/Set Options" menu.

Alternatively, you can change the global Windows proxy server by taking the following steps:

1. Open the "Start Menu\Settings\Control Panel"
2. Double-click on "Internet Options"
3. Click on the "Connections" tab
4. Click on the "LAN Settings..." button
5. Check the "Use a proxy server for your LAN" and enter the Address and Port